Our philosophy in predicting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for E I Sturdza Strgc Eurp Value EUR which you can use to evaluate future volatility of the entity. Please confirm E I Sturdza Mean Deviation of 0.8448 to check if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
E I Market Sensitivity
|As returns on market increase, returns on owning E I are expected to decrease at a much smaller rate. During bear market, E I is likely to outperform the market. 2 Months Beta |Analyze E I Sturdza Demand TrendCheck current 30 days E I correlation with market (DOW)|
β = -0.2044
E I Central Daily Price Deviation
E I Sturdza Technical Analysis
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E I Projected Return Density Against MarketAssuming 30 trading days horizon, E I Sturdza Strgc Eurp Value EUR has beta of -0.2044 . This indicates as returns on benchmark increase, returns on holding E I are expected to decrease at a much smaller rate. During bear market, however, E I Sturdza Strgc Eurp Value EUR is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. E I Sturdza is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.08|
|Beta against DOW||=||0.2|
E I Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7732% risk (volatility on return distribution) over the 30 days horizon.
E I Investment Opportunity
DOW has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than E I Sturdza Strgc Eurp Value EUR. 0% of all equities and portfolios are less risky than E I. Compared to the overall equity markets, volatility of historical daily returns of E I Sturdza Strgc Eurp Value EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use E I Sturdza Strgc Eurp Value EUR to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of E I to be traded at 198.69 in 30 days. . As returns on market increase, returns on owning E I are expected to decrease at a much smaller rate. During bear market, E I is likely to outperform the market.
E I correlation with market
E I Current Risk Indicators
|Risk Adjusted Performance||(0.022859)|
|Market Risk Adjusted Performance||0.3482|
|Coefficient Of Variation||(2,689)|
E I Suggested Diversification Pairs
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